Never confuse a physical passion for a condition of the heart, my dear. Since the dawn of mankind, the two have rarely gone hand in hand. Now go back to the Baron, stay safe and warm in the cozy, comfortable, protected little world you've married into, and raise ourchild--my child--as his.
Azazel claimed he was one of the oldest mutants, part of a group of demonic-looking mutants called the Neyaphem. He even claimed that he once battled Mephisto and others for the title of "Satan". The Neyaphem were banished by another group of mutants with angelic appearances, the Cheyarafim. Azazel seemed convinced that Angel (Warren Worthington III) was a modern version of that group.
Their leader, Azazel, was the only one who was able to breach the dimensional void for brief periods of time due to his teleportation powers. His only hope to return to Earth was by impregnating women, as his children were linked to his dimension. About twenty years ago, Azazel began mating with women who had strange appearances, at least with looks and abilities other women didn't have. He met Mystique in Germany, when she was married to a rich castle lord named Baron Christian Wagner. With Christian unable to give her children, Mystique was introduced to Azazel, whom Christian knew as a business partner. Mystique had secretly been taking lovers to produce an heir to Count Wagner. Mystique fell in love with Azazel, and although she was hesitant to betray Christian as she still loved him, she gave in to Azazel and they made love. Not much later, Mystique was pregnant with Nightcrawler; soon afterward, she killed Christian because he suspected her betrayal. She had gone looking for Azazel, but he was nowhere to be found. It was later known that Azazel was taking care of business involving the Cheyarafim, and had to leave, knowing that Mystique would find some way to live. However, she didn't have much time to formulate a plan, as the angry villagers soon found out about Christian's murder and came after her and the demonic-looking baby. In order to save her own life, she shape-shifted into one of the villagers and dropped Nightcrawler over the cliff, saying that she had pushed the woman off as well. With her own life saved, she ran away. Mystique was the only woman that Azazel sought to have relations with besides simple procreation.
Later, thinking Mystique to be dead, Azazel sired several dozen other children, who were all mysteriously called to gather and sacrifice themselves on the island known as the Isla Des Demonas to open a portal and bring his army to Earth, with the goal of destroying both the Cheyarafim and what Azazel called "Normal" mutants, mutants whose bodies did not show signs of their mutation, and who were not seen as monsters and demons. In addition to Nightcrawler, another son of Azazel's was the Genoshan called Abyss. The children of Azazel all joined each other in a zombie-like state and opened a portal to his dimension. A group of X-Men had followed Kurt to see where he was going, and jumped into the portal once it had opened. Once inside, Azazel took great pleasure in toying with the team, having them believe that he was actually Satan.
In the end, the X-Men defeated Azazel and his army and banished him to an unknown oblivion. The X-Men, including Nightcrawler, were able to escape, along with two other children of Azazel: Abyss and Kiwi Black.
Azazel's whereabouts were unknown for several years, but he resurfaced in this dimension, accompanied by a few Azazel-like Bamfs, revealing himself to be the master of former Frankenstein's Monster's ally Calcabrina.
He is also a master swordsman with a somewhat twisted code of honor and ethics.
Azazel can only spend limited time on Earth without the assistance of his children. He and all other Neyaphem are negatively affected by the healing blood of the Cheyarafim, which causes their body to begin to break down.